EUR/CHF one-month 25 delta risk reversals (EUCH1MRR), a gauge of calls to puts on the Euro-Swiss Franc exchange rate, is currently trading at -1.22 in favor of puts - the lowest level early November. The gauge stood at -0.925 nine days ago.
Put simply, demand or the implied volatility premium for the EUR/CHF put options (bearish bets) has increased sharply in the last few days - a sign the investors have positioned for strength in the Swiss currency.
As of writing, EUR/CHF is trading at 1.1181, down 169 pips from the March 19 high of 1.1359.
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